In my expereinces, there are some royalties who reply to letter most frequently. If you are new to collect royal responses, you can start from here:
Belgium (The King and the Queen, and most Belgian Royal Family members)
Luxembourg (The Grand Duke and Duchess, and most Luxembourg Royal Family members)
United Kingdom (The King and the Queen, Prince and Princess of Wales, Duchess of York)
Spain (The King, the Queen and their issues, King Juan Carlos and Queen Sofia)
Monaco (The Prince and Princess, Princess Stéphanie, and Princess Caroline)
Germany (Duke of Bavaria, and Duchess of Württemberg)
Denmark (The King and Queen, and Queen Margrethe II)
Vatican (Pope Francis)
Greece (Queen Anne-Marie, and Princess Marie-Chantal)
Sweden (Prince Carl Philip)
I list only according to my own experience, and if you have any different thoughts or experiences, please feel free to let me know by contacting me here.